okex 0.2.0 → 0.2.6
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- checksums.yaml +4 -4
- data/Gemfile.lock +3 -1
- data/lib/okex.rb +5 -2
- data/lib/okex/account_order.rb +4 -0
- data/lib/okex/api_v5.rb +32 -11
- data/lib/okex/client.rb +15 -13
- data/lib/okex/host.rb +12 -0
- data/lib/okex/order.rb +80 -0
- data/lib/okex/trade_order.rb +24 -0
- data/lib/okex/version.rb +1 -1
- data/okex.gemspec +1 -0
- metadata +20 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA256:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: 012c9b50e5c4dd3fb5522d0eef07764feb177c23a2aee07e1a847399fb7b7d68
|
4
|
+
data.tar.gz: 43f87e76c36c65bf9b81122392b36af8bee0f5125617b28ff2a6e2ae6a36196a
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 84533cb2cc12b733a01c29a3f76274e1b179573fa0ad21e2588c87b04e76e9afdca18979c22056b4fa4c75fbec578e7fbb319e198721bedb9150e39e4f819f2a
|
7
|
+
data.tar.gz: 839673d67fed38b99dce0b5d5f31df562e56d9617c5e7c87cad1772136b616c60d457d6d9397427372bb0b6fd4168c9b035a8d74fb50b972c9bfc68e48defbce
|
data/Gemfile.lock
CHANGED
@@ -1,12 +1,13 @@
|
|
1
1
|
PATH
|
2
2
|
remote: .
|
3
3
|
specs:
|
4
|
-
okex (0.
|
4
|
+
okex (0.2.5)
|
5
5
|
faraday (~> 1.5)
|
6
6
|
|
7
7
|
GEM
|
8
8
|
remote: https://rubygems.org/
|
9
9
|
specs:
|
10
|
+
byebug (11.1.3)
|
10
11
|
diff-lcs (1.4.4)
|
11
12
|
faraday (1.5.0)
|
12
13
|
faraday-em_http (~> 1.0)
|
@@ -47,6 +48,7 @@ PLATFORMS
|
|
47
48
|
|
48
49
|
DEPENDENCIES
|
49
50
|
bundler (~> 1.17)
|
51
|
+
byebug (~> 11.1)
|
50
52
|
okex!
|
51
53
|
rake (~> 10.0)
|
52
54
|
rspec (~> 3.0)
|
data/lib/okex.rb
CHANGED
@@ -3,8 +3,11 @@ require "okex/api_v3"
|
|
3
3
|
require "okex/api_v5"
|
4
4
|
require "okex/client"
|
5
5
|
require "okex/coin"
|
6
|
-
require "
|
7
|
-
require "
|
6
|
+
require "okex/order"
|
7
|
+
require "okex/account_order"
|
8
|
+
require "okex/trade_order"
|
9
|
+
require "okex/host"
|
10
|
+
|
8
11
|
|
9
12
|
module OKEX
|
10
13
|
class Error < StandardError; end
|
data/lib/okex/api_v5.rb
CHANGED
@@ -1,10 +1,31 @@
|
|
1
1
|
class OKEX::ApiV5
|
2
|
-
def initialize(client)
|
2
|
+
def initialize(client, host)
|
3
3
|
@client = client
|
4
|
+
@host = host
|
4
5
|
end
|
5
6
|
|
6
7
|
def instruments
|
7
|
-
client.get("/api/v5/public/instruments")
|
8
|
+
client.get(host, "/api/v5/public/instruments?instType=SWAP")
|
9
|
+
end
|
10
|
+
|
11
|
+
def account_orders
|
12
|
+
resp = client.get(host, "/api/v5/account/positions")
|
13
|
+
|
14
|
+
if resp['success']
|
15
|
+
return resp['data'].map {|params| OKEX::AccountOrder.new(params)}
|
16
|
+
end
|
17
|
+
|
18
|
+
[]
|
19
|
+
end
|
20
|
+
|
21
|
+
def trade_orders(instrument_id)
|
22
|
+
resp = client.get(host, "/api/v5/trade/order?instId=#{instrument_id}")
|
23
|
+
|
24
|
+
if resp['code'].to_i == 0 && resp['data'].size > 0
|
25
|
+
return resp['data'].map {|params| OKEX::TradeOrder.new(params)}
|
26
|
+
end
|
27
|
+
|
28
|
+
[]
|
8
29
|
end
|
9
30
|
|
10
31
|
def short_swap(instid, amount)
|
@@ -17,28 +38,28 @@ class OKEX::ApiV5
|
|
17
38
|
"sz": "1"
|
18
39
|
}
|
19
40
|
|
20
|
-
client.post("/api/v5/trade/order", params)
|
41
|
+
client.post(host, "/api/v5/trade/order", params)
|
21
42
|
end
|
22
43
|
|
23
|
-
def close_long(
|
24
|
-
close_position(
|
44
|
+
def close_long(instrument_id)
|
45
|
+
close_position(instrument_id, "long")
|
25
46
|
end
|
26
47
|
|
27
|
-
def close_short(
|
28
|
-
close_position(
|
48
|
+
def close_short(instrument_id)
|
49
|
+
close_position(instrument_id, "short")
|
29
50
|
end
|
30
51
|
|
31
52
|
private
|
32
53
|
|
33
|
-
attr_reader :client
|
54
|
+
attr_reader :client, :host
|
34
55
|
|
35
|
-
def close_position(
|
56
|
+
def close_position(instrument_id, direction)
|
36
57
|
params = {
|
37
|
-
"instId":
|
58
|
+
"instId": instrument_id,
|
38
59
|
"mgnMode": "cross",
|
39
60
|
"posSide": direction
|
40
61
|
}
|
41
62
|
|
42
|
-
client.post("/api/v5/trade/close-position", params)
|
63
|
+
client.post(host, "/api/v5/trade/close-position", params)
|
43
64
|
end
|
44
65
|
end
|
data/lib/okex/client.rb
CHANGED
@@ -1,4 +1,7 @@
|
|
1
1
|
require 'time'
|
2
|
+
require 'base64'
|
3
|
+
require 'json'
|
4
|
+
require 'faraday'
|
2
5
|
|
3
6
|
module OKEX
|
4
7
|
class Client
|
@@ -8,34 +11,26 @@ module OKEX
|
|
8
11
|
@passphrase = passphrase
|
9
12
|
end
|
10
13
|
|
11
|
-
def get(path)
|
14
|
+
def get(host, path)
|
12
15
|
ts = timestamp
|
13
16
|
sig = sign(ts, "GET", path)
|
14
17
|
|
15
|
-
_resp(
|
18
|
+
_resp(Faraday.get(host + path, nil, headers(ts, sig)))
|
16
19
|
end
|
17
20
|
|
18
|
-
def post(path, payload)
|
21
|
+
def post(host, path, payload)
|
19
22
|
payload_json = gen_payload(payload)
|
20
23
|
|
21
24
|
ts = timestamp
|
22
25
|
sig = sign(ts, "POST", path + payload_json)
|
23
26
|
|
24
|
-
|
25
|
-
conn = ::Faraday.new(HOST + path, :ssl => {:verify => false})
|
26
|
-
result = conn.post(HOST + path, payload_json, headers(ts, sig))
|
27
|
-
_resp(result)
|
28
|
-
rescue => e
|
29
|
-
puts "[error] #{e.inspect}"
|
30
|
-
end
|
27
|
+
_resp(Faraday.post(host + path, payload_json, headers(ts, sig)))
|
31
28
|
end
|
32
29
|
|
33
30
|
private
|
34
31
|
|
35
32
|
attr_reader :api_key, :api_secret, :passphrase
|
36
33
|
|
37
|
-
HOST = "https://www.okex.com"
|
38
|
-
|
39
34
|
def gen_payload(payload)
|
40
35
|
m = payload.map { |k, v| JSON.generate({k => v}, {space: ' '})}
|
41
36
|
m2 = m.join(", ").gsub("{", "").gsub("}", "")
|
@@ -65,7 +60,14 @@ module OKEX
|
|
65
60
|
end
|
66
61
|
|
67
62
|
def _resp(result)
|
68
|
-
JSON.parse(result.body)
|
63
|
+
result = JSON.parse(result.body)
|
64
|
+
|
65
|
+
code = result['code'].to_i
|
66
|
+
if code == 0 && result['msg'].empty?
|
67
|
+
return {'success' => true, 'data' => result['data']}
|
68
|
+
else
|
69
|
+
return {'success' => false, 'code' => code, 'msg' => result['msg']}
|
70
|
+
end
|
69
71
|
end
|
70
72
|
end
|
71
73
|
end
|
data/lib/okex/host.rb
ADDED
data/lib/okex/order.rb
ADDED
@@ -0,0 +1,80 @@
|
|
1
|
+
module OKEX
|
2
|
+
class Order
|
3
|
+
POS_LONG = 'long'.freeze
|
4
|
+
POS_SHORT = 'short'.freeze
|
5
|
+
|
6
|
+
def initialize(params)
|
7
|
+
@params = params
|
8
|
+
end
|
9
|
+
|
10
|
+
def instrument_id
|
11
|
+
dig("instId")
|
12
|
+
end
|
13
|
+
|
14
|
+
# 杠杆倍数
|
15
|
+
def leverage
|
16
|
+
dig("lever")
|
17
|
+
end
|
18
|
+
|
19
|
+
def created_at
|
20
|
+
Time.at(dig("cTime").to_i / 1000)
|
21
|
+
end
|
22
|
+
|
23
|
+
# 平均开仓价
|
24
|
+
def avg_open_price
|
25
|
+
dig("avgPx").to_f
|
26
|
+
end
|
27
|
+
|
28
|
+
# 预估强平价
|
29
|
+
def est_liq_price
|
30
|
+
dig("liqPx").to_f
|
31
|
+
end
|
32
|
+
|
33
|
+
# 最新成交价
|
34
|
+
def last_price
|
35
|
+
dig("last").to_f
|
36
|
+
end
|
37
|
+
|
38
|
+
# 持仓方向
|
39
|
+
def position_side
|
40
|
+
side = dig("posSide")
|
41
|
+
if [POS_SHORT, POS_LONG].include?(side)
|
42
|
+
return side
|
43
|
+
end
|
44
|
+
end
|
45
|
+
|
46
|
+
def long?
|
47
|
+
position_side == POS_LONG
|
48
|
+
end
|
49
|
+
|
50
|
+
def short?
|
51
|
+
position_side == POS_SHORT
|
52
|
+
end
|
53
|
+
|
54
|
+
# 开仓方向名称
|
55
|
+
def position_name
|
56
|
+
case position_side
|
57
|
+
when POS_SHORT
|
58
|
+
'空'
|
59
|
+
when POS_LONG
|
60
|
+
'多'
|
61
|
+
end
|
62
|
+
end
|
63
|
+
|
64
|
+
# 未实现收益
|
65
|
+
def upl
|
66
|
+
dig("upl").to_f
|
67
|
+
end
|
68
|
+
|
69
|
+
# 持仓张数
|
70
|
+
def pos
|
71
|
+
dig("pos").to_i
|
72
|
+
end
|
73
|
+
|
74
|
+
private
|
75
|
+
|
76
|
+
def dig(key)
|
77
|
+
@params[key]
|
78
|
+
end
|
79
|
+
end
|
80
|
+
end
|
@@ -0,0 +1,24 @@
|
|
1
|
+
module OKEX
|
2
|
+
class TradeOrder < Order
|
3
|
+
|
4
|
+
# 预估强平价
|
5
|
+
def est_liq_price
|
6
|
+
dig("liqPx").to_f
|
7
|
+
end
|
8
|
+
|
9
|
+
# 最新成交价
|
10
|
+
def last_price
|
11
|
+
dig("fillPx").to_f
|
12
|
+
end
|
13
|
+
|
14
|
+
# 未实现收益
|
15
|
+
def upl
|
16
|
+
dig("pnl").to_f
|
17
|
+
end
|
18
|
+
|
19
|
+
# 持仓张数
|
20
|
+
def pos
|
21
|
+
dig("sz").to_i
|
22
|
+
end
|
23
|
+
end
|
24
|
+
end
|
data/lib/okex/version.rb
CHANGED
data/okex.gemspec
CHANGED
@@ -38,6 +38,7 @@ Gem::Specification.new do |spec|
|
|
38
38
|
spec.add_development_dependency "bundler", "~> 1.17"
|
39
39
|
spec.add_development_dependency "rake", "~> 10.0"
|
40
40
|
spec.add_development_dependency "rspec", "~> 3.0"
|
41
|
+
spec.add_development_dependency "byebug", "~> 11.1"
|
41
42
|
|
42
43
|
spec.add_runtime_dependency "faraday", "~> 1.5"
|
43
44
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: okex
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
|
+
version: 0.2.6
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- David Zhang
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-07-
|
11
|
+
date: 2021-07-24 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -52,6 +52,20 @@ dependencies:
|
|
52
52
|
- - "~>"
|
53
53
|
- !ruby/object:Gem::Version
|
54
54
|
version: '3.0'
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: byebug
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - "~>"
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: '11.1'
|
62
|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - "~>"
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '11.1'
|
55
69
|
- !ruby/object:Gem::Dependency
|
56
70
|
name: faraday
|
57
71
|
requirement: !ruby/object:Gem::Requirement
|
@@ -85,11 +99,15 @@ files:
|
|
85
99
|
- bin/console
|
86
100
|
- bin/setup
|
87
101
|
- lib/okex.rb
|
102
|
+
- lib/okex/account_order.rb
|
88
103
|
- lib/okex/api_v3.rb
|
89
104
|
- lib/okex/api_v5.rb
|
90
105
|
- lib/okex/client.rb
|
91
106
|
- lib/okex/coin.rb
|
92
107
|
- lib/okex/coin/bitcoin.rb
|
108
|
+
- lib/okex/host.rb
|
109
|
+
- lib/okex/order.rb
|
110
|
+
- lib/okex/trade_order.rb
|
93
111
|
- lib/okex/version.rb
|
94
112
|
- okex.gemspec
|
95
113
|
homepage: https://github.com/daqing/okex
|